OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
EntryTypeStatistics Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h>

Public Types

enum  Enum {
  OpenPrice = '4', HighTrade = '7', LowTrade = '8', VWAP = '9',
  HighestBid = 'N', LowestOffer = 'O'
}
 
typedef CHAR Base
 

Detailed Description

Definition at line 477 of file Fields.h.

Member Typedef Documentation

typedef CHAR Base

Definition at line 479 of file Fields.h.

Member Enumeration Documentation

enum Enum
Enumerator
OpenPrice 

Open Price.

HighTrade 

High Trade.

LowTrade 

Low Trade.

VWAP 

Trading Session Volume Weighted Average Price.

HighestBid 

Highest Bid.

LowestOffer 

Lowest Offer.

Definition at line 481 of file Fields.h.


The documentation for this struct was generated from the following file: